Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-16 29.854044 32.226167 34.798673 37.814177 41.276142 45.155990 4.987564e+01
2025-03-23 26.571798 29.789874 33.509232 38.193139 44.035468 51.228549 6.100264e+01
2025-03-30 24.164385 27.744568 32.055444 37.752356 45.287218 55.241515 7.002903e+01
2025-04-06 22.484450 26.287129 31.012709 37.501631 46.509449 59.156911 7.954818e+01
2025-04-13 20.654633 24.436985 29.236997 36.002327 45.717527 59.975142 8.444646e+01
2025-04-20 20.033579 24.052864 29.288740 36.917570 48.369122 66.213278 9.970375e+01
2025-04-27 19.163131 23.259757 28.701967 36.835393 49.476975 70.162523 1.121018e+02
2025-05-04 18.909716 23.258589 29.176709 38.307675 53.151074 79.083747 1.377920e+02
2025-05-11 18.285926 22.700789 28.811615 38.458339 54.668415 84.449511 1.582709e+02
2025-05-18 17.967416 22.539937 28.992447 39.452225 57.733042 93.464945 1.933318e+02
2025-05-25 17.194452 21.689378 28.097659 38.634838 57.452368 95.548003 2.100453e+02
2025-06-01 16.150268 20.404660 26.488038 36.532632 54.584714 91.516365 2.050334e+02
2025-06-08 15.036006 19.070934 24.882604 34.577317 52.277285 89.456484 2.105501e+02
2025-06-15 14.567307 18.659991 24.665388 34.952253 54.530464 98.721258 2.694262e+02
2025-06-22 13.972545 18.024638 24.050287 34.573225 55.232588 104.553870 3.255443e+02
2025-06-29 13.472095 17.497690 23.562000 34.355888 56.219490 111.565525 4.063545e+02
2025-07-06 12.786630 16.657669 22.522954 33.052454 54.687360 110.986073 4.387730e+02
2025-07-13 12.587599 16.541697 22.633896 33.848670 57.895041 126.051717 6.705387e+02
2025-07-20 12.234389 16.169668 22.300275 33.777248 59.116945 135.507358 9.429998e+02
2025-07-27 12.154808 16.214704 22.655156 35.054814 63.837217 160.861757 2.234969e+03
2025-08-03 11.877240 15.933728 22.440095 35.185312 65.724996 176.746604 5.383550e+03
2025-08-10 11.738093 15.864258 22.579911 36.045067 69.756423 206.683584 2.901487e+06
2025-08-17 11.358692 15.392396 21.992281 35.338132 69.300273 213.372713 NaN